Hello. I played around with both the gufw and the vasm firewalls, and then tested each on ShieldsUP. It would tell me that all the ports were stealth (green on their test), which apparently is good, but it would also tell me that:

Quote from: ShieldsUP

Ping Reply: RECEIVED (FAILED) — Your system REPLIED to our Ping (ICMP Echo) requests, making it visible on the Internet. Most personal firewalls can be configured to block, drop, and ignore such ping requests in order to better hide systems from hackers. This is highly recommended since "Ping" is among the oldest and most common methods used to locate systems prior to further exploitation.